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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.3869	44.23***
β GARCH Volatility persistence	0.9990	4,826.09***
ν DF Student-t tail thickness	7.9529	6.75***

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Nexi S.P.A. GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nexi S.P.A. Analyses